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  4. May 2004
  5. Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?

òòò½Íø Review

ISSN 0002-8282 (Print) | ISSN 1944-7981 (Online)

Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?

  • Harald Hau
  • Hélène Rey
òòò½Íø Review
vol. 94, no. 2, May 2004
(pp. 126–133)
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Citation

Hau, Harald, and Hélène Rey. 2004. "Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?" òòò½Íø Review 94 (2): 126–133. DOI: 10.1257/0002828041302389

JEL Classification

  • F31 Foreign Exchange
  • F32 Current Account Adjustment; Short-term Capital Movements
  • G11 Portfolio Choice; Investment Decisions
  • G15 International Financial Markets